1,051 research outputs found
Buoyant Bubbles in a Cooling Intracluster Medium I. Hydrodynamic Bubbles
Over the past several years, numerous examples of X-ray cavities coincident
with radio sources have been observed in so-called "cool core" clusters of
galaxies. Motivated by these observations, we explore the evolution and the
effect of cavities on a cooling intracluster medium (ICM) numerically, adding
relevant physics step by step. In this paper we present a first set of
hydrodynamical, high resolution (1024^3 effective grid elements),
three-dimensional simulations, together with two-dimensional test cases. The
simulations follow the evolution of radio cavities, modeled as bubbles filled
by relativistic plasma, in the cluster atmosphere while the ICM is subject to
cooling. We find that the bubble rise retards the development of a cooling flow
by inducing motions in the ICM which repeatedly displace the material in the
core. Even bubbles initially set significantly far from the cluster center
affect the cooling flow, although much later than the beginning of the
simulation. The effect is, however, modest: the cooling time is increased by at
most only 25%. As expected, the overall evolution of pure hydrodynamic bubbles
is at odds with observations, showing that some additional physics has to be
considered in order to match the data.Comment: 12 pages, 14 figures, accepted for publication in A&
Functional and variables selection in extreme value models for regional flood frequency analysis
The problem of estimating return levels of river discharge, relevant in flood frequency analysis, is tackled by relying on the extreme value theory. The Generalized Extreme Value (GEV) distribution is assumed to model annual maxima values of river discharge registered at multiple gauging stations belonging to the same river basin. The specific features of the data from the Upper Danube basin drive the definition of the proposed statistical model. Firstly, Bayesian P-splines are considered to account for the non-linear effects of station-specific covariates on the GEV parameters. Secondly, the problem of functional and variable selection is addressed by imposing a grouped horseshoe prior to the coefficients to encourage the shrinkage of non-relevant components to zero. A cross-validation study is organized to compare the proposed modeling solution to other models, showing its potential to reduce the uncertainty of the ungauged predictions without affecting their calibration
The R Package tipsae: Tools for Mapping Proportions and Indicators on the Unit Interval
The tipsae package implements a set of small area estimation tools for mapping proportions and indicators defined on the unit interval. It provides for small area models defined at area level, including the classical beta regression, zero- and/or one-inflated beta and flexible beta ones, possibly accounting for spatial and/or temporal dependency structures. The models, developed within a Bayesian framework, are estimated through Stan language, allowing fast estimation and customized parallel computing. The additional features of the tipsae package, such as diagnostics, visualization and exporting functions as well as variance smoothing and benchmarking functions, improve the user experience through the entire process of estimation, validation and outcome presentation. A shiny application with a user-friendly interface further eases the implementation of Bayesian models for small area analysis
A statistical procedure for testing financial contagion
The analysis of the relationships among financial markets and the identification of financial contagion episodes are relatively recent in the economic analysis and have experienced a rapid development in the last decade, coinciding with the occurrence of relevant financial crises which had effects that spread outside the
geographical areas where they originally started.
The increasing interest in this topic has lead to the definition of different tests for detecting the existence of financial contagion (Corsetti et al., 2001; Forbes and Rigobon, 2001; Dungey et al., 2004; Allen and Gale, 2005; Rodriguez, 2007; Krishnamurthy, 2009; Sugihara, 2010). However, conclusions on both theoretical and statistical analyses of financial contagion are far from unique.
The changes in the international dynamics of returns, which in the last decades has been characterized by increases in both volatilities and asset price synchronicities in different countries, have raised even further the scientific interest in this topic. In this paper, we propose a new methodology for the evaluation of contagion based on the extent of disequilibria in financial dynamics and, in this framework, we define an innovative test for the detection of contagion which specifically identifies the disequilibrium originated by the international transmission of financial crises and their relationships with the behaviours of market participants. Disequilibria exogenously generated by the spread of the effects of a crisis beyond the dynamic process describing endogenous amplification of volatility from one country to other countries are attributed to contagion phenomena. In this framework, contagion effects are separated from the endogenous transmission processes which have their genesis in both the pricing process system and the investor\u2019s behaviours and which are responsible for the amplification of cross-market financial interdependence.
In this paper, we discuss the theoretical framework underlying our approach and define a new econometric model for evaluating contagion among countries
Poverty and inequality mapping based on a unit-level log-normal mixture model
Estimating poverty and inequality parameters for small sub-populations with adequate precision is often beyond the reach of ordinary survey-weighted methods because of small sample sizes. In small area estimation, survey data and auxiliary information are combined, in most cases using a model. In this paper, motivated by the analysis of EU-SILC data for Italy, we target the estimation of a selection of poverty and inequality indicators, that is mean, headcount ratio and quintile share ratio, adopting a Bayesian approach. We consider unit-level models specified on the log transformation of a skewed variable (equivalized income). We show how a finite mixture of log-normals provides a substantial improvement in the quality of fit with respect to a single log-normal model. Unfortunately, working with these distributions leads, for some estimands, to the non-existence of posterior moments whenever priors for the variance components are not carefully chosen, as our theoretical results show. To allow the use of moments in posterior summaries, we recommend generalized inverse Gaussian distributions as priors for variance components, guiding the choice of hyperparameters
HEPPA-II model-measurement intercomparison project: EPP indirect effects during the dynamically perturbed NH winter 2008-2009
Funke, B. et. al..--This work is distributed under the Creative Commons Attribution 3.0 License.We compare simulations from three high-top (with upper lid above 120 km) and five medium-top (with upper lid around 80 km) atmospheric models with observations of odd nitrogen (NOx D NO+NO2), temperature, and carbon monoxide from seven satellite instruments (ACE-FTS on SciSat, GOMOS, MIPAS, and SCIAMACHY on Envisat, MLS on Aura, SABER on TIMED, and SMR on Odin) during the Northern Hemisphere (NH) polar winter 2008/2009. The models included in the comparison are the 3-D chemistry transport model 3dCTM, the ECHAM5/MESSy Atmospheric Chemistry (EMAC) model, FinROSE, the Hamburg Model of the Neutral and Ionized Atmosphere (HAMMO-NIA), the Karlsruhe Simulation Model of the Middle Atmosphere (KASIMA), the modelling tools for SOlar Climate Ozone Links studies (SOCOL and CAO-SOCOL), and the Whole Atmosphere Community Climate Model (WACCM4). The comparison focuses on the energetic particle precipitation (EPP) indirect effect, that is, the polar winter descent of NOx largely produced by EPP in the mesosphere and lower thermosphere. A particular emphasis is given to the impact of the sudden stratospheric warming (SSW) in January 2009 and the subsequent elevated stratopause (ES) event associated with enhanced descent of mesospheric air. The chemistry climate model simulations have been nudged toward reanalysis data in the troposphere and stratosphere while being unconstrained above. An odd nitrogen upper boundary condition obtained from MIPAS observations has further been applied to medium-top models. Most models provide a good representation of the mesospheric tracer descent in general, and the EPP indirect effect in particular, during the unperturbed (pre-SSW) period of the NH winter 2008/2009. The observed NOx descent into the lower mesosphere and stratosphere is generally reproduced within 20 %. Larger discrepancies of a few model simulations could be traced back either to the impact of the models' gravity wave drag scheme on the polar wintertime meridional circulation or to a combination of prescribed NOx mixing ratio at the uppermost model layer and low vertical resolution. In March-April, after the ES event, however, modelled mesospheric and stratospheric NOx distributions deviate significantly from the observations. The too-fast and early downward propagation of the NO x tongue, encountered in most simulations, coincides with a temperature high bias in the lower mesosphere (0.2-0.05 hPa), likely caused by an overestimation of descent velocities. In contrast, upper-mesospheric temperatures (at 0.05-0.001 hPa) are generally underestimated by the high-top models after the onset of the ES event, being indicative for too-slow descent and hence too-low NOx fluxes. As a consequence, the magnitude of the simulated NOx tongue is generally underestimated by these models. Descending NOx amounts simulated with mediumtop models are on average closer to the observations but show a large spread of up to several hundred percent. This is primarily attributed to the different vertical model domains in which the NOx upper boundary condition is applied. In general, the intercomparison demonstrates the ability of state-of- the-art atmospheric models to reproduce the EPP indirect effect in dynamically and geomagnetically quiescent NH winter conditions.
The encountered differences between observed and simulated NOx, CO, and temperature distributions during the perturbed phase of the 2009 NH winter, however, emphasize the need for model improvements in the dynamical representation of elevated stratopause events in order to allow for a better description of the EPP indirect effect under these particular conditions.This work has been conducted in the frame of the WCRP/ SPARC SOLARIS-HEPPA activity. The IAA team was supported by the Spanish MCINN under grant ESP2014-54362-P and EC FEDER funds. The MPI-MET team was supported by the Max Planck Gesellschaft (MPG), and computational resources were made available by Deutsches Klimarechenzentrum (DKRZ) through support from Bundesministerium fur Bildung und Forschung (BMBF). The FMI team was supported by the Academy of Finland through the projects 276926 (SECTIC: Sun-Earth Connection Through Ion Chemistry), 258165, and 265005 (CLASP: Climate and Solar Particle Forcing). CAO team was supported by the Russian Science Foundation under grant 15-17-10024. SOCOL team was funded by Swiss National Science Foundation (SNSF) grants 200021-149182 (SILA), 200020-163206 (SIMA), and CRSII2-147659 (FUPSOL-II). S. Bender, M. Sinnhuber, and H. Nieder (all KIT) gratefully acknowledge funding by the Helmholtz Association of German Research Centres (HGF), grant VH-NG-624. NCAR is sponsored by the National Science Foundation (NSF). Computing resources for WACCM simulations were provided by the Climate Simulation Laboratory at NCAR's Computational and Information Systems Laboratory, sponsored by the NSF and other agencies. Work at the Jet Propulsion Laboratory, California Institute of Technology, was carried out under a contract with the National Aeronautics and Space Administration. The Atmospheric Chemistry Experiment (ACE), also known as SciSat, is a Canadian-led mission mainly supported by the Canadian Space Agency. Odin is a Swedish-led satellite project funded jointly by Sweden (SNSB), Canada (CSA), Finland (TEKES), and France (CNES) and is part of European Space Agency's (ESA) third-party mission program. We thank two anonymous reviewers for helpful suggestions that led to improvements in the quality of the present work.Peer reviewe
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